AdfTest Function Enhanced With Rcpp Armadillo

April 26, 2012
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(This article was first published on QuantTraderQuantTrader » R, and kindly contributed to R-bloggers)

In my previous post about rewriting my code to run in parallel part one I mentioned that we will make a small change to adfTest() function as well. In this post we will perform this small but performance-dramatic change. When you take a closer look at the source code of this particular function from fUnitRoots package [...]

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